Joined April 2025
- Tweets 43
- Following 34
- Followers 149
- Likes 4
31 Photos and videos
It has just broken r2 - 2333, r3 is at 2567 and r4 is at 2721
34
In recent times, I have added some great businesses to my watchlist through @soicfinance channel as part of their recent initiative. Thanks to @ishmohit1 for your wonderful in-depth details. Here is a glimpse of it - worth watching the actual videos - youtube.com/playlist?list=PL…
5
31
167
11,511
Current bias from PCR chart: Weak to bearish, unless price starts rising again with PCR also recovering.
161
WEEKEND THETA DECAY Vs MONDYA GAP-UP:
Did a quick study to see if theta decay over weekend is beating the gap up Monday days. The reason for the below analysis is, Mondays are usually with gap ups ( >50% times in last 2, 3, 5, 10 yrs). Just checking if Monday gap up premium rise is beating weekend theta decay. Actually, it is not. Its bad idea to carry CE over weekend even if the market is VE on monday.
1
1
117
Actually, in the original post above, checked only if monday is green. I reran my logic with gap-up of 0.25% and still it is negative and discouraged to hold CE
- 2Y:
GapUp>=0.25 29.35%, Flat/SmallUp 27.17%, GapDown 43.48%
3Y:
GapUp>=0.25 32.84%, Flat/SmallUp 27.61%, GapDown 39.55%
5Y:
GapUp>=0.25 34.65%, Flat/SmallUp 25.44%, GapDown 39.91%
10Y:
GapUp>=0.25 40.40%, Flat/SmallUp 26.71%, GapDown 32.89%
CE carry results:
09:30 exit
2Y: -9.13%, 3Y: -9.70%, 5Y: -9.02%
11:00 exit
2Y: -13.99%, 3Y: -13.45%, 5Y: -12.80%
The important refinement is this: the worst bucket is now clearly the stricter GapUp>=0.25 set.
2Y: -14.73% by 09:30, -21.60% by 11:00
3Y: -14.87% by 09:30, -18.82% by 11:00
5Y: -13.69% by 09:30, -17.28% by 11:00
80
While looking at the backtesting report, don't just go only profit % - some basics to refresh
1
93
Market weekly report. A quick glance could give us more insights of what has happened.
1
104
Crorepati Roadmap
You do savings, diversification, retirement, wealth compounding and finally becoming crorepati in 10 years. Making further crores will take less than half the time it took for the previous crore.
Note: The returns are approximate - 1-2% variance will be there.
8
661
Started with a basic option strategy back-testing framework in py.
1. Able to download historical options data(dhan subscribed APIs)
2. Able to create simple option strategies like short_straddle, iron_condor, filtered_short_straddle with premium and also indicator based.
3. Able to backtest the strategies with different timeframes.
Sharing the sample back testing summary. As of now, I am validating the output by testing the same strategy in different back testing frameworks.
To be honest, I am observing some slight discrepancies which I am trying to fix.
Note: Once I fine tune the framework, I will put it in a public repository to everyone to download the framework and use/further enhance it.
96
Did a quick analysis of NIFTY movement over the last 15 years, split into three 5-year intervals. Analyzed the movements and their chances. From this study, we are able to derive a few patterns that can be applied while designing our strategies.
*For educational purpose only.
3
3
32
2,345
Indian stock market weekly(May 18-22) report snapshot
1
125
Did a quick analysis of the pharmacy stocks since the nifty pharmaceuticals index has shown a multi year breakout sign. Most of the Pharma stocks are rallying and did a quick fundamental, breakout, valuation check and here is the report. Out of these, I like to research more on Zydus life science, Gland Pharma, sun, Dr.reddy, Aurobindo, Cipla and share the detailed info shortly.
2
188
Nifty Bank index has corrected well in last 1 year and whenever the market recovers, the growth is realised only when the financial sector participates. So I am believing that financial sector will be the first one to surge when the market recovers/FII returns. So, I m sensing an opportunity in banks at the current valuations. Most of the banks are trading at ~2 P/B ratio.
1
135
Nifty valuation looks cheaper. Nifty PE is around 20 now. Current PE is less than 5 years median PE. Good time to invest in Nifty Index. You can either choose to do a lump sum in Nifty Index ETF or NiftyBees.
If you need guidance on how to do, feel free to ask your questions.
4
182